Jul 2025 – Present · 9 mos · France · Remote

Jul 2025 – Present · 9 mos · Paris, Île-de-France, France · Remote

• J.R. Enterprise is committed to delivering comprehensive mathematical and quantitative solutions tailored to the varied needs of businesses. While our expertise prominently spans blockchain technologies and quantitative finance, we pride ourselves on our versatility to adapt to any sector our clients operate in. We provide services ranging from deep academic research to computational simulations and proof-of-concept development.
• Facing a mathematical challenge? J.R. Enterprise is ready to provide precise and data-driven solutions.

May 2024 – Mar 2025 · 10 mos

• In the digital assets team of LSEG, we develop mathematical models to identify profitable trading opportunities and manage risk within markets that trade digital assets such as cryptocurrencies.
• Our job involves collecting and analyzing large datasets to extract insights, testing investment strategies through backtesting, and implementing algorithms that can execute trades automatically based on our models.
• My role requires strong skills mostly in general mathematics, but also in programming (often in languages like Python or R), data analysis, and a deep understanding of financial markets and digital assets.
• Last but not least, the knowledge of the underlying technology, i.e. the blockchain, is a must and the elaboration of mathematical research papers as well as presenting conferences reflecting the goals and the philosophy of the LSEG’s high standards is one - perhaps the - main objective.

Jan 2022 – Jun 2025 · 3 yrs 5 mos

• Working in the Index Research & Design team.

Jul 2020 – Apr 2022 · 1 yr 9 mos

• Head of Bitstocks Research Division

May 2020 – Jul 2020 · 2 mos

• Head of Bitstocks Research Division

Feb 2020 – May 2020 · 3 mos

• Quant Trading Desk

Dec 2019 – Feb 2020 · 2 mos

Dec 2017 – Dec 2019 · 2 yrs

• Collection, organisation, and cleaning (statistical algorithms, detection of outliers, principal component analysis) data from SIMM members;
• Construction of the whole internal SIMM machine, involving: (i) calibration of the SIMM paramters, (ii) SIMM implementation and unit test verification, (iii) backtesting, and (iv) SIMM monitoring;
• Participation to the weekly ISDA SIMM Governance Forums;
• Construction of a data-base; IT management;
• Softwares: Intensive Python, R, Julia.

Aug 2016 – Dec 2017 · 1 yr 4 mos · City of London

• Validation of margin, option pricing, extreme value theory, principal component analysis, VaR/SVaR, and collateral models;
• Independent implementation of all the above models, and independent production of results with improvement leads;
• Control of regulatory compliance (CCAR, EMIR, CFTC, FRTB), conceptual soundness, model performance (back-testing, stress stesting, sensitivity analysis), and model documentation;
• Writing technical independent validation documentation for the Risk Committee;
• Manager of external consultants for independent validation production;
• Softwares: LaTeX, Python, R.

Oct 2015 – Aug 2016 · 10 mos · London, Royaume-Uni

• Company went to bankrupt by the end of 2016
• Development of margin models (NetOTC and ISDA SIMM) and on-going model validation framework (back-testing, benchmarking) using reproducible research tools;
• Participation to NetOTC margin model approval and presentation to EBA JAT;
• Development of new business initiatives leveraging on risk expertise (margin analytics for Margin Valuation Adjustment reduction, definition of risk mitigating trades across a network);
• Softwares: LaTeX, R

Oct 2013 – Present · 12 yrs 6 mos · Paris

• Journal of Applied Mathematics
• Engeneering Journals
• Reviewed four dozen research articles covering a range of topics (Algebra, Probability, Stochastic Calculus, PDE, Algorithmic)

Jan 2013 – Jan 2014 · 1 yr

• Teacher in physics and mathematics (from Licence 2 to Master 1)
• Private tuitions (from high school to MP*)

Oct 2012 – Sep 2015 · 2 yrs 11 mos · Région de Paris , France

• Mathematical and Computational Methods for Data Analysis in Biology and Finance